An autoregressive conditional filtering process to remove intraday seasonal volatility and its application to testing the noisy rational expectations model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.

Enhanced zinc oxide and graphene nanostructures for electronics and sensing applications

Zinc oxide and graphene nanostructures are important technological materials because of their unique properties and potential applications in future generation of electronic and sensing devices. This dissertation investigates a brief account of the strategies to grow zinc oxide nanostructures (thin film and nanowire) and graphene, and their applications as enhanced field effect transistors, chemical sensors and transparent flexible electrodes. Nanostructured zinc oxide (ZnO) and low-gallium doped zinc oxide (GZO) thin films were synthesized by a magnetron sputtering process. Zinc oxide nanowires (ZNWs) were grown by a chemical vapor deposition method. Field effect transistors (FETs) of ZnO and GZO thin films and ZNWs were fabricated by standard photo and electron beam lithography processes. Electrical characteristics of these devices were investigated by nondestructive surface cleaning, ultraviolet irradiation treatment at high temperature and under vacuum. GZO thin film transistors showed a mobility of ∼5.7 cm2/V·s at low operation voltage of <5 V and a low turn-on voltage of ∼0.5 V with a sub threshold swing of ∼85 mV/decade. Bottom gated FET fabricated from ZNWs exhibit a very high on-to-off ratio (∼106) and mobility (∼28 cm2/V·s). A bottom gated FET showed large hysteresis of ∼5.0 to 8.0 V which was significantly reduced to ∼1.0 V by the surface treatment process. The results demonstrate charge transport in ZnO nanostructures strongly depends on its surface environmental conditions and can be explained by formation of depletion layer at the surface by various surface states. A nitric oxide (NO) gas sensor using single ZNW, functionalized with Cr nanoparticles was developed. The sensor exhibited average sensitivity of ∼46% and a minimum detection limit of ∼1.5 ppm for NO gas. The sensor also is selective towards NO gas as demonstrated by a cross sensitivity test with N2, CO and CO2 gases. Graphene film on copper foil was synthesized by chemical vapor deposition method. A hot press lamination process was developed for transferring graphene film to flexible polymer substrate. The graphene/polymer film exhibited a high quality, flexible transparent conductive structure with unique electrical-mechanical properties; ∼88.80% light transmittance and ∼1.1742Ω/sq k sheet resistance. The application of a graphene/polymer film as a flexible and transparent electrode for field emission displays was demonstrated.

Professional Ethics and Welfare Reform: The Importance of Ethical Competence

This paper explores the professional ethics of welfare reform providers and its influence in the achievement of welfare reform goals. Four themes address the professional ethics and ethical competence of welfare reform providers.

American Alligator Digestion Rate of Blue Crabs and Its Implications for Stomach Contents Analysis

Stomach contents analysis (SCA) provides a snap-shot observation of a consumer's diet. Interpretation of SCA data can be complicated by many factors, including variation in gastric residence times and digestion rates among prey taxa. Although some SCA methods are reported to efficiently remove all stomach contents, the effectiveness of these techniques has rarely been tested for large irregular shaped prey with hard exoskeletons. We used a controlled feeding trial to estimate gastric residency time and decomposition rate of a large crustacean prey item, the Blue Crab (Callinectes sapidus), which is consumed by American Alligators (Alligator mississippiensis), an abundant apex predator in coastal habitats of the southeastern United States. The decomposition rate of C. sapidus in the stomachs of A. mississippiensis followed a predictable pattern, and some crab pieces remained in stomachs for at least 14 days. We also found that certain portions of C. sapidus were prone to becoming caught within the stomach or esophagus, meaning not all crab parts are consistently recovered using gastric lavage techniques. However, because the state of decomposition of crabs was predictable, it is possible to estimate time since consumption for crabs recovered from wild alligators. This information, coupled with a detailed understanding of crab distributions and alligator movement tactics could help elucidate patterns of cross-ecosystem foraging by the American Alligator in coastal habitats.

Marketing A Hospitality Program And Its Product

In his dialogue entitled - Marketing A Hospitality Program and Its Product - Jürgen Chopard, Dr. es Sciences (Economics) Director, Centre International de Glion, Glion, Switzerland, Dr. Chopard initially offers: “The recruitment of qualified personnel is extremely difficult in an industry with a poor image; where career paths are not well defined. The author discusses the employment of marketing management techniques to improve the positioning of hospitality education and create a more attractive perception of the hotel industry.” As outlined in the above paragraph, Dr. Chopard vectors-in on marketing strategies from two standpoints; the educational side with its focus on curriculum, and the larger, industry side with its emphasis on public perception and service. These are not necessarily, nor should they be viewed as disparate elements. “ Although some professionals may see schools of hospitality education catering to two markets, students on one hand and industry on the other, in fact, their needs should be viewed as the same and hence a single market,” Dr. Chopard says to bolster his assertion. “The marketing concept is a management orientation that holds that the key task of the organization is to determine the needs and wants of target markets and to adapt the organization to delivering the desired satisfactions more effectively and efficiently than its competitor,” the author confides, with an attribution. From these information/definition leanings, Dr. Chopard continues on a path that promotes the Centre International de Glion, Glion, Switzerland, which he is affiliated with. Why, because they endorse the same principles he is explaining to you. That’s not a bad thing. Essentially, what Dr. Chopard wants you to know is, education and business management are synonymous and therefore should share the same marketing designs and goals. “It is hard to believe that as critically important a sector as education does not use for its own management the techniques which it teaches and which have largely been proved in other fields,” the author provides as counterpoint. Since pedagogical needs so closely relate to the more pragmatic needs of the industry in general, these elements should seek to compliment and engage each other, in fact, collaboration is imperative, Dr. Chopard expresses a priori. “The cooperation of future employers is indispensable in the preparation of the product, so that it is capable of providing the expected services. The need for close relations between training establishments and the hotel and catering industry seems obvious,” Dr. Chopard says. The author reveals some flaws in hospitality marketing strategy, and then contrasts these against how a successful strategy could/should be implemented.

Intuition and its component parts in the heuristic processing of deception detection: Hunch, *evidence, and reliance on intuitive efficacy

Rated trust in intuitive efficacy (measured as trust, belief, use, accuracy and weighting of intuition) was investigated as a predictor of self-designated use of intuitive (hunch and hunch plus evidential belief) vs. deliberative (evidential belief and evidential belief plus hunch) deception detection judgments and actual accuracy. Twenty-nine student participants were filmed as they made true and deceptive statements about their everyday activities on a given evening (last Friday night), and college students (N=238) judged 20 (10=true, 10=deceptive) of these filmed statements as truthful or deceptive. Participants provided ratings of reliance on hunches vs. evidential belief, confidence in film judgments, intuitive efficacy, accuracy in deception detection, reliance on cues to deception, and experiences with intuition. Generalized estimated equation modeling using binary logistics demonstrated accuracy in identifying true vs. deceptive statements was predicted by film number, hunch-evidence ratings, weighting of intuition, and total cues cited. Weighting of intuition was predictive of accuracy across participants, with higher weighting predictive of higher accuracy in general. Participants who cited evidential belief plus hunch and moderate to high weighting incorrectly reversed their true vs. deceptive judgments. Accuracy for true statements was higher for hunches and hunch plus evidential belief, whereas accuracy for deceptive statements was higher for evidential belief Accuracy for participants who relied on evidential belief plus hunch was at chance. Subjective experiences underlying judgments differed by participant and type of film viewed (true vs. deceptive) and were predicted by hunch-evidence ratings, trust, use, intuitive accuracy, and total cues cited. Trust predicted increases in judging films to be true, whereas use and accuracy predicted increases in judging films as deceptive; none were predictive of accuracy. Increased number of cues cited predicted judgments of deception, whereas decreased number of cues cited predicted truth. The study concluded that participants have the capacity to self-define their judgments as subjectively vs. deliberately based, provide subjective assessments of the influence of intuitive vs. objective information on their judgments, and can apply this self-knowledge, through effective weighting of intuition vs. other types of information, in making accurate judgments of true and deceptive everyday statements.

Development of advanced capillary electrophoresis techniques with UV and mass spectrometry detection for forensic, pharmaceutical and environmental applications

Capillary electrophoresis (CE) is a modern analytical technique, which is electrokinetic separation generated by high voltage and taken place inside the small capillaries. In this dissertation, several advanced capillary electrophoresis methods are presented using different approaches of CE and UV and mass spectrometry are utilized as the detection methods. ^ Capillary electrochromatography (CEC), as one of the CE modes, is a recent developed technique which is a hybrid of capillary electrophoresis and high performance liquid chromatography (HPLC). Capillary electrochromatography exhibits advantages of both techniques. In Chapter 2, monolithic capillary column are fabricated using in situ photoinitiation polymerization method. The column was then applied for the separation of six antidepressant compounds. ^ Meanwhile, a simple chiral separation method is developed and presented in Chapter 3. Beta cycodextrin was utilized to achieve the goal of chiral separation. Not only twelve cathinone analytes were separated, but also isomers of several analytes were enantiomerically separated. To better understand the molecular information on the analytes, the TOF-MS system was coupled with the CE. A sheath liquid and a partial filling technique (PFT) were employed to reduce the contamination of MS ionization source. Accurate molecular information was obtained. ^ It is necessary to propose, develop, and optimize new techniques that are suitable for trace-level analysis of samples in forensic, pharmaceutical, and environmental applications. Capillary electrophoresis (CE) was selected for this task, as it requires lower amounts of samples, it simplifies sample preparation, and it has the flexibility to perform separations of neutral and charged molecules as well as enantiomers. ^ Overall, the study demonstrates the versatility of capillary electrophoresis methods in forensic, pharmaceutical, and environmental applications.^

Study of Ammonia Borane and its Derivatives: Influence of Nanoconfinements and Pressures

Recently, ammonia borane has increasingly attracted researchers’ attention because of its merging applications, such as organic synthesis, boron nitride compounds synthesis, and hydrogen storage. This dissertation presents the results from several studies related to ammonia borane. The pressure-induced tetragonal to orthorhombic phase transition in ammonia borane was studied in a diamond anvil cell using in situ Raman spectroscopy. We found a positive Clapeyron-slope for this phase transformation in the experiment, which implies that the phase transition from tetragonal to orthorhombic is exothermic. The result of this study indicates that the rehydrogenation of the high pressure orthorhombic phase is expected to be easier than that of the ambient pressure tetragonal phase due to its lower enthalpy. The high pressure behavior of ammonia borane after thermal decomposition was studied by in situ Raman spectroscopy at high pressures up to 10 GPa. The sample of ammonia borane was first decomposed at ~140 degree Celcius and ~0.7 GPa and then compessed step wise in an isolated sample chamber of a diamond anvil cell for Raman spectroscopy measurement. We did not observe the characteristic shift of Raman mode under high pressure due to dihydrogen bonding, indicating that the dihydrogen bonding disappears in the decomposed ammonia borane. Although no chemical rehydrogenation was detected in this study, the decomposed ammonia borane could store extra hydrogen by physical absorption. The effect of nanoconfinement on ammonia borane at high pressures and different temperatures was studied. Ammonia borane was mixed with a type of mesoporous silica, SBA-15, and restricted within a small space of nanometer scale. The nano-scale ammonia borane was decomposed at ~125 degree Celcius in a diamond anvil cell and rehydrogenated after applying high pressures up to ~13 GPa at room temperature. The successful rehydrogenation of decomposed nano-scale ammonia borane gives guidance to further investigations on hydrogen storage. In addition, the high pressure behavior of lithium amidoborane, one derivative of ammonia borane, was studied at different temperatures. Lithium amidoborane (LAB) was decomposed and recompressed in a diamond anvil cell. After applying high pressures on the decomposed lithium amidoborane, its recovery peaks were discovered by Raman spectroscopy. This result suggests that the decomposition of LAB is reversible at high pressures.

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.

The Lena River Delta - Land cover classification of tundra environments based on Landsat 7 ETM+ data and its application for upscaling of methane emissions

The Lena River Delta, situated in Northern Siberia (72.0 - 73.8° N, 122.0 - 129.5° E), is the largest Arctic delta and covers 29,000 km**2. Since natural deltas are characterised by complex geomorphological patterns and various types of ecosystems, high spatial resolution information on the distribution and extent of the delta environments is necessary for a spatial assessment and accurate quantification of biogeochemical processes as drivers for the emission of greenhouse gases from tundra soils. In this study, the first land cover classification for the entire Lena Delta based on Landsat 7 Enhanced Thematic Mapper (ETM+) images was conducted and used for the quantification of methane emissions from the delta ecosystems on the regional scale. The applied supervised minimum distance classification was very effective with the few ancillary data that were available for training site selection. Nine land cover classes of aquatic and terrestrial ecosystems in the wetland dominated (72%) Lena Delta could be defined by this classification approach. The mean daily methane emission of the entire Lena Delta was calculated with 10.35 mg CH4/m**2/d. Taking our multi-scale approach into account we find that the methane source strength of certain tundra wetland types is lower than calculated previously on coarser scales.

The prevalence of hyperglycaemia and its relationship with mortality, readmissions and length of stay in an older acute surgical population : a multicentre study

Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://www.bmj.com/company/products-services/rights-and-licensing/

The Hippo effector TAZ (WWTR1) transforms myoblasts and its abundance is associated with reduced survival in embryonal rhabdomyosarcoma

Acknowledgements This study was funded by Sarcoma UK, Friends of Anchor and the Medical Research Council grant number 99477 awarded to HW and PSZ. This work was also supported, in part, by NHS funding to the NIHR Biomedical Research Centre at The Royal Marsden and the Institute of Cancer Research, and the Chris Lucas Trust, UK. We also thank the CCLG Tissue Bank for access to samples, and contributing CCLG centres, including members of the ECMC paediatric network. The CCLG Tissue Bank is funded by Cancer Research UK and CCLG. In addition we would like to thank Prof KunLiang Guan and Prof Malcolm Logan for kindly providing constructs

Lattice Engineering of III-Nitride Heterostructures and Their Applications

III-Nitride materials have recently become a promising candidate for superior applications over the current technologies. However, certain issues such as lack of native substrates, and high defect density have to be overcome for further development of III-Nitride technology. This work presents research on lattice engineering of III-Nitride materials, and the structural, optical, and electrical properties of its alloys, in order to approach the ideal material for various applications. We demonstrated the non-destructive and quantitative characterization of composition modulated nanostructure in InAlN thin films with X-ray diffraction. We found the development of the nanostructure depends on growth temperature, and the composition modulation has impacts on carrier recombination dynamics. We also showed that the controlled relaxation of a very thin AlN buffer (20 ~ 30 nm) or a graded composition InGaN buffer can significantly reduce the defect density of a subsequent epitaxial layer. Finally, we synthesized an InAlGaN thin films and a multi-quantum-well structure. Significant emission enhancement in the UVB range (280 – 320 nm) was observed compared to AlGaN thin films. The nature of the enhancement was investigated experimentally and numerically, suggesting carrier confinement in the In localization centers.

Emulsion-Based RIR-MAPLE Deposition of Conjugated Polymers: Primary Solvent Effect and Its Implications on Organic Solar Cell Performance.

Emulsion-based, resonant infrared matrix-assisted pulsed laser evaporation (RIR-MAPLE) has been demonstrated as an alternative technique to deposit conjugated polymer films for photovoltaic applications; yet, a fundamental understanding of how the emulsion target characteristics translate into film properties and solar cell performance is unclear. Such understanding is crucial to enable the rational improvement of organic solar cell (OSC) efficiency and to realize the expected advantages of emulsion-based RIR-MAPLE for OSC fabrication. In this paper, the effect of the primary solvent used in the emulsion target is studied, both experimentally and theoretically, and it is found to determine the conjugated polymer cluster size in the emulsion as well as surface roughness and internal morphology of resulting polymer films. By using a primary solvent with low solubility-in-water and low vapor pressure, the surface roughness of deposited P3HT and PCPDTBT polymer films was reduced to 10 nm, and the efficiency of P3HT:PC61BM OSCs was increased to 3.2% (∼100 times higher compared to the first MAPLE OSC demonstration [ Caricato , A. P. ; Appl. Phys. Lett. 2012 , 100 , 073306 ]). This work unveils the mechanism of polymer film formation using emulsion-based RIR-MAPLE and provides insight and direction to determine the best ways to take advantage of the emulsion target approach to control film properties for different applications.

Development of Advanced Capillary Electrophoresis Techniques with UV and Mass Spectrometry Detection for Forensic, Pharmaceutical and Environmental Applications

Capillary electrophoresis (CE) is a modern analytical technique, which is electrokinetic separation generated by high voltage and taken place inside the small capillaries. In this dissertation, several advanced capillary electrophoresis methods are presented using different approaches of CE and UV and mass spectrometry are utilized as the detection methods. Capillary electrochromatography (CEC), as one of the CE modes, is a recent developed technique which is a hybrid of capillary electrophoresis and high performance liquid chromatography (HPLC). Capillary electrochromatography exhibits advantages of both techniques. In Chapter 2, monolithic capillary column are fabricated using in situ photoinitiation polymerization method. The column was then applied for the separation of six antidepressant compounds. Meanwhile, a simple chiral separation method is developed and presented in Chapter 3. Beta cycodextrin was utilized to achieve the goal of chiral separation. Not only twelve cathinone analytes were separated, but also isomers of several analytes were enantiomerically separated. To better understand the molecular information on the analytes, the TOF-MS system was coupled with the CE. A sheath liquid and a partial filling technique (PFT) were employed to reduce the contamination of MS ionization source. Accurate molecular information was obtained. It is necessary to propose, develop, and optimize new techniques that are suitable for trace-level analysis of samples in forensic, pharmaceutical, and environmental applications. Capillary electrophoresis (CE) was selected for this task, as it requires lower amounts of samples, it simplifies sample preparation, and it has the flexibility to perform separations of neutral and charged molecules as well as enantiomers. Overall, the study demonstrates the versatility of capillary electrophoresis methods in forensic, pharmaceutical, and environmental applications.